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Averaging techniques such as Ruppert--Polyak averaging and exponential movering averaging (EMA) are powerful approaches to accelerate optimization procedures of stochastic gradient descent (SGD) optimization methods such as the popular ADAM…

Optimization and Control · Mathematics 2025-05-29 Arnulf Jentzen , Julian Kranz , Adrian Riekert

In modern large-scale systems with sensor networks and IoT devices it is essential to collaboratively solve complex problems while utilizing network resources efficiently. In our paper we present three distributed optimization algorithms…

Systems and Control · Electrical Eng. & Systems 2025-04-24 Apostolos I. Rikos , Wei Jiang , Themistoklis Charalambous , Karl H. Johansson

The application of distributed model predictive controllers (DMPC) for multi-agent systems (MASs) necessitates communication between agents, yet the consequence of communication data rates is typically overlooked. This work focuses on…

Systems and Control · Electrical Eng. & Systems 2023-08-08 Yujia Yang , Ye Wang , Chris Manzie , Ye Pu

Asynchronous parallel optimization algorithms for solving large-scale machine learning problems have drawn significant attention from academia to industry recently. This paper proposes a novel algorithm, decoupled asynchronous proximal…

Optimization and Control · Mathematics 2016-05-24 Yitan Li , Linli Xu , Xiaowei Zhong , Qing Ling

Stochastic convex optimization algorithms are the most popular way to train machine learning models on large-scale data. Scaling up the training process of these models is crucial, but the most popular algorithm, Stochastic Gradient Descent…

Machine Learning · Statistics 2018-10-30 Ashok Cutkosky , Robert Busa-Fekete

In many distributed learning problems, the heterogeneous loading of computing machines may harm the overall performance of synchronous strategies. In this paper, we propose an effective asynchronous distributed framework for the…

Machine Learning · Statistics 2017-05-23 Bikash Joshi , Franck Iutzeler , Massih-Reza Amini

Alternating minimization methods have recently been proposed as alternatives to the gradient descent for deep neural network optimization. Alternating minimization methods can typically decompose a deep neural network into layerwise…

Machine Learning · Computer Science 2020-09-18 Junxiang Wang , Zheng Chai , Yue Cheng , Liang Zhao

This paper develops column partition based distributed schemes for a class of large-scale convex sparse optimization problems, e.g., basis pursuit (BP), LASSO, basis pursuit denosing (BPDN), and their extensions, e.g., fused LASSO. We are…

Optimization and Control · Mathematics 2020-03-18 Jinglai Shen , Jianghai Hu , Eswar Kumar Hathibelagal Kammara

This paper proposes a new framework for distributed optimization, called distributed aggregative optimization, which allows local objective functions to be dependent not only on their own decision variables, but also on the average of…

Optimization and Control · Mathematics 2020-05-28 Xiuxian Li , Lihua Xie , Yiguang Hong

In this paper we consider a distributed optimization scenario in which a set of processors aims at minimizing the maximum of a collection of "separable convex functions" subject to local constraints. This set-up is motivated by peak-demand…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-03-27 Ivano Notarnicola , Mauro Franceschelli , Giuseppe Notarstefano

In this paper we propose an efficient distributed algorithm for solving loosely coupled convex optimization problems. The algorithm is based on a primal-dual interior-point method in which we use the alternating direction method of…

Optimization and Control · Mathematics 2015-02-10 Mariette Annergren , Sina Khoshfetrat Pakazad , Anders Hansson , Bo Wahlberg

In recent years, even though Stochastic Gradient Descent (SGD) and its variants are well-known for training neural networks, it suffers from limitations such as the lack of theoretical guarantees, vanishing gradients, and excessive…

Optimization and Control · Mathematics 2022-02-17 Junxiang Wang , Hongyi Li , Liang Zhao

We propose a novel federated learning method for distributively training neural network models, where the server orchestrates cooperation between a subset of randomly chosen devices in each round. We view Federated Learning problem…

One of the most widely used methods for solving large-scale stochastic optimization problems is distributed asynchronous stochastic gradient descent (DASGD), a family of algorithms that result from parallelizing stochastic gradient descent…

Optimization and Control · Mathematics 2021-07-08 Zhengyuan Zhou , Panayotis Mertikopoulos , Nicholas Bambos , Peter W. Glynn , Yinyu Ye

We propose two distributed iterative algorithms that can be used to solve, in finite time, the distributed optimization problem over quadratic local cost functions in large-scale networks. The first algorithm exhibits synchronous operation…

Big data, including applications with high security requirements, are often collected and stored on multiple heterogeneous devices, such as mobile devices, drones and vehicles. Due to the limitations of communication costs and security…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-10-05 Hao Chen , Yu Ye , Ming Xiao , Mikael Skoglund , H. Vincent Poor

We describe a computationally efficient, stochastic graph-regularization technique that can be utilized for the semi-supervised training of deep neural networks in a parallel or distributed setting. We utilize a technique, first described…

Machine Learning · Statistics 2018-05-31 Sunil Thulasidasan , Jeffrey Bilmes , Garrett Kenyon

Stochastic network optimization problems entail finding resource allocation policies that are optimum on an average but must be designed in an online fashion. Such problems are ubiquitous in communication networks, where resources such as…

Optimization and Control · Mathematics 2018-05-09 Amrit S. Bedi , Ketan Rajawat

In this paper, we focus on a class of decentralized constraint-coupled optimization problem: $\min_{x_i \in \mathbb{R}^{d_i}, i \in \mathcal{I}; y \in \mathbb{R}^p}$ $\sum_{i=1}^n\left(f_i(x_i) + g_i(x_i)\right) + h(y) \ \text{s.t.} \…

Optimization and Control · Mathematics 2026-04-14 Jingwang Li , Vincent Lau

In this paper we consider a distributed optimization scenario in which a set of agents has to solve a convex optimization problem with separable cost function, local constraint sets and a coupling inequality constraint. We propose a novel…

Systems and Control · Computer Science 2018-04-25 Ivano Notarnicola , Giuseppe Notarstefano